Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations
DOI10.1090/mcom/3437zbMath1434.65136arXiv1803.08593OpenAlexW2963518532WikidataQ128221737 ScholiaQ128221737MaRDI QIDQ5216725
Publication date: 18 February 2020
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.08593
Hamilton-Jacobi equationviscosity solutionfinite difference schemelaw of large numberscalculus of variationsrandom walk
Sums of independent random variables; random walks (60G50) Hyperbolic conservation laws (35L65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)
Related Items (2)
Cites Work
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